corcuera.guerra.ea:06:optimal¶
BibTeX Entry:
@article{corcuera.guerra.ea:06:optimal,
author = {Corcuera, Jos\'{e} Manuel and Guerra, Jo\~{a}o and Nualart, David and Schoutens, Wim},
doi = {10.1007/s00245-005-0846-x},
fjournal = {Applied Mathematics and Optimization},
issn = {0095-4616},
journal = {Appl. Math. Optim.},
mrclass = {91B28 (60G44 60H10 60H30)},
mrnumber = {2218729},
mrreviewer = {Luciano Campi},
number = {3},
pages = {279--309},
title = {Optimal investment in a {L}\'{e}vy market},
url = {https://doi.org/10.1007/s00245-005-0846-x},
volume = {53},
year = {2006}
}